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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 31, 2004
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan05 041230 550.00 552.00 539.50 547.75 +1.00 17,989 22,915 -7,421
Mar05 041230 548.00 549.00 536.50 547.25 +2.75 32,337 119,852 +2,226
May05 041230 552.50 554.50 542.00 553.25 +3.75 2,812 42,330 +733
Jul05 041230 559.00 560.00 549.50 558.75 +2.00 2,111 28,688 +341
Aug05 041230 558.00 562.00 558.00 562.00 +3.00 150 2,218 -13
Sep05 041230 555.50 566.00 555.00 565.50 +7.00 0 762 +0
Nov05 041230 568.50 571.00 560.00 569.25 +2.75 699 15,273 +303
Total Volume and Open Interest 56,104 232,147 -3,826
Soybean Meal(CBOT)
Jan05 041230 160.80 162.70 158.50 162.60 +2.40 6,219 8,897 -3,269
Mar05 041230 161.00 163.20 158.80 163.00 +2.60 9,916 50,316 +967
May05 041230 163.20 165.00 161.50 165.00 +2.30 3,033 22,064 +214
Jul05 041230 166.00 168.00 164.80 168.00 +2.00 1,621 30,848 +155
Aug05 041230 167.40 170.50 166.40 170.50 +3.10 210 9,905 -179
Sep05 041230 169.20 172.00 168.00 172.00 +3.10 7 7,118 +2
Oct05 041230 170.30 173.50 169.00 173.50 +3.20 114 6,166 +45
Dec05 041230 173.30 175.50 171.50 175.20 +1.90 478 6,680 +97
Total Volume and Open Interest 21,598 142,489 -1,968
Soybean Oil(CBOT)
Jan05 041230 21.00 21.05 20.39 20.61 -0.35 6,258 12,243 -3,402
Mar05 041230 21.15 21.15 20.40 20.79 -0.32 11,083 64,798 +1,410
May05 041230 21.26 21.26 20.65 21.02 -0.18 2,737 23,244 +9
Jul05 041230 20.90 21.13 20.70 21.12 -0.16 1,744 22,175 -268
Aug05 041230 20.90 21.15 20.80 21.13 -0.17 107 5,687 -56
Sep05 041230 20.90 21.05 20.75 21.05 -0.20 64 4,237 +2
Oct05 041230 20.85 21.05 20.85 21.05 -0.20 19 4,389 +19
Dec05 041230 20.50 21.05 20.50 21.05 -0.05 146 9,109 +46
Total Volume and Open Interest 22,158 146,840 -2,240
Canola(WCE)
Jan05 041231 268.2 268.2 267.5 267.5 -1.7 756 1,863 -897
Mar05 041231 275.0 275.0 272.1 272.6 -2.8 4,113 42,835 +2,913
May05 041231 278.2 278.2 275.5 276.0 -4.1 137 2,995 +14
Jul05 041231 282.1 283.0 279.1 279.1 -5.2 33 1,680 -111
Sep05 041231 282.1 282.1 282.1 282.1 -2.8 0 5 +0
Total Volume and Open Interest 5,048 60,968 +1,923
Corn(CBOT)
Mar05 041230 203.75 205.25 202.00 204.75 +1.50 34,623 352,104 +5,830
May05 041230 211.50 213.50 209.25 213.00 +1.75 3,230 86,280 +318
Jul05 041230 219.00 221.00 217.00 220.50 +1.75 3,202 76,068 +253
Sep05 041230 226.25 227.75 225.00 227.50 +1.00 906 23,296 +67
Dec05 041230 235.75 237.00 234.50 236.75 +1.00 1,776 56,077 +231
Mar06 041230 242.75 244.00 241.75 244.00 +0.75 14 2,088 +6
Total Volume and Open Interest 43,821 599,661 +6,743
Wheat(CBOT)
Mar05 041230 305.50 308.00 303.00 307.50 +4.00 8,639 143,454 +832
May05 041230 312.00 314.50 310.00 314.25 +3.50 491 15,335 +46
Jul05 041230 319.00 321.25 317.25 320.75 +3.50 910 16,169 +315
Sep05 041230 325.50 327.50 325.50 327.50 +4.25 198 723 +72
Dec05 041230 336.50 338.00 335.50 338.00 +5.00 56 8,504 -13
Total Volume and Open Interest 10,294 184,249 +1,252
Wheat(KCBT)
Mar05 041230 333.50 338.00 333.00 338.00 +3.50 3,169 48,702 +308
May05 041230 329.00 334.00 328.50 333.75 +3.75 298 6,406 +102
Jul05 041230 325.00 327.25 324.50 326.50 +1.50 410 9,159 -77
Sep05 041230 330.00 332.50 330.00 332.50 +1.00 0 2,194 +0
Dec05 041230 342.00 343.00 342.00 343.00 +1.00 10 1,126 +10
Total Volume and Open Interest 3,887 67,927 +343
Wheat(MGE)
Mar05 041230 342.50 346.00 341.00 346.00 +3.50 2,711 21,691 +171
May05 041230 347.00 351.00 346.50 351.00 +4.00 119 6,906 +40
Jul05 041230 349.00 351.00 349.00 350.00 -0.25 77 3,595 +48
Sep05 041230 347.00 347.50 347.00 347.50 -0.50 45 1,441 +25
Dec05 041230 356.00 360.00 356.00 359.50 +4.50 0 392 +0
Total Volume and Open Interest 2,952 34,027 +284
Oats(CBOT)
Mar05 041230 157.25 159.00 155.50 156.25 -1.00 206 6,182 -102
May05 041230 156.50 157.00 155.00 155.00 -1.00 131 774 +48
Jul05 041230 155.50 155.50 155.50 155.50 -0.50 0 149 +0
Sep05 041230 152.00 152.00 152.00 152.00 unch 0 3 +0
Total Volume and Open Interest 337 7,111 -54
Rough Rice(CBOT)
Jan05 041230 7.17 7.18 7.10 7.18 +0.03 475 548 -208
Mar05 041230 7.36 7.40 7.30 7.39 +0.03 569 3,518 +188
May05 041230 7.56 7.56 7.51 7.55 +0.01 30 247 -21
Jul05 041230 7.72 7.72 7.72 7.72 +0.01 0 67 +0
Total Volume and Open Interest 1,074 4,382 -41
Live Cattle(CME)
Dec04 041230 90.075 90.450 89.500 89.850 -0.225 811 604 -750
Feb05 041230 88.550 88.800 87.600 87.825 -0.800 10,972 78,503 -732
Apr05 041230 85.200 86.000 84.000 85.625 -0.350 4,470 25,217 +88
Jun05 041230 80.200 80.650 79.700 80.625 -0.200 1,763 13,627 +827
Aug05 041230 78.900 79.500 78.700 79.400 -0.425 432 7,988 +144
Oct05 041230 79.800 80.200 79.550 80.200 -0.300 589 5,082 +266
Total Volume and Open Interest 19,171 133,854 -42
Feeder Cattle(CME)
Jan05 041230 102.500 103.000 101.600 101.800 -1.250 1,377 5,406 +74
Mar05 041230 97.000 97.300 95.700 96.000 -1.825 1,464 5,964 +203
Apr05 041230 96.000 96.000 95.100 95.375 -0.900 280 1,842 +56
May05 041230 95.400 96.000 94.900 95.250 -0.950 554 2,330 +139
Aug05 041230 97.400 97.500 96.900 97.250 -0.850 148 933 +93
Sep05 041230 96.250 96.250 96.250 96.250 -0.800 3 97 +3
Oct05 041230 96.000 96.250 96.000 96.250 -0.750 22 23 +19
Total Volume and Open Interest 3,848 16,614 +587
Lean Hogs(CME)
Feb05 041230 75.650 76.800 75.000 76.400 +1.050 5,575 60,838 +657
Apr05 041230 75.300 77.000 74.550 76.800 +1.500 3,137 18,447 +839
May05 041230 73.850 75.200 73.300 75.000 +1.475 149 2,844 +47
Jun05 041230 76.250 78.100 75.800 77.975 +1.875 844 9,934 +109
Jul05 041230 72.400 73.950 71.850 73.900 +1.825 100 2,461 +22
Aug05 041230 68.550 70.000 68.400 70.000 +1.750 41 1,958 +13
Oct05 041230 60.450 61.900 60.200 61.825 +1.375 117 860 -18
Dec05 041230 57.750 58.250 57.750 58.250 +0.750 101 385 -2
Total Volume and Open Interest 10,066 97,761 +1,669
Pork Bellies(CME)
Feb05 041230 95.500 95.750 93.850 94.250 -1.125 353 1,691 +36
Mar05 041230 95.500 95.500 94.550 94.550 -1.200 39 164 +9
May05 041230 97.000 97.000 96.475 96.475 -0.925 15 120 +4
Jul05 041230 99.300 99.300 98.500 98.500 -0.800 3 21 -1
Aug05 041230 97.500 97.500 97.500 97.500 unch 0 5 +0
Total Volume and Open Interest 410 2,001 +48
Class III Milk(CME)
Dec04 041230 16.14 16.14 16.14 16.14 -0.05 78 4,579 -45
Jan05 041230 13.63 13.67 13.53 13.67 +0.04 57 3,299 +3
Feb05 041230 13.80 13.80 13.70 13.80 -0.05 101 3,052 +33
Mar05 041230 13.52 13.56 13.50 13.56 unch 59 2,793 -13
Apr05 041230 13.65 13.70 13.55 13.60 -0.10 73 1,852 +51
Total Volume and Open Interest 894 24,400 +270
Cocoa(NYBOT)
Mar05 041230 1550 1570 1540 1547 +8 5,401 43,291 -476
May05 041230 1555 1567 1546 1552 +7 580 13,742 +20
Jul05 041230 1570 1570 1556 1557 +8 539 12,001 -79
Sep05 041230 1570 1572 1558 1562 +8 139 10,778 -33
Dec05 041230 1578 1585 1565 1565 +8 1,834 12,021 +1,155
Mar06 041230 1580 1580 1567 1568 +6 860 12,389 +277
May06 041230 1570 1570 1570 1570 +7 25 2,333 +0
Total Volume and Open Interest 9,405 117,425 +884
Coffee "C"(NYBOT)
Mar05 041230 107.90 108.10 103.00 103.75 -4.20 8,577 84,413 +202
May05 041230 109.50 110.15 106.00 106.00 -4.15 1,868 15,870 +457
Jul05 041230 110.50 111.50 107.50 107.65 -4.20 455 4,729 +99
Sep05 041230 112.75 112.80 109.20 109.20 -4.20 210 4,611 +35
Dec05 041230 114.50 114.50 111.60 111.60 -4.30 60 1,092 +29
Mar06 041230 114.10 114.10 114.10 114.10 -4.30 55 685 +30
Total Volume and Open Interest 11,226 111,490 +853
Orange Juice(NYBOT)
Jan05 041230 86.50 86.50 85.75 86.10 -0.30 864 894 -540
Mar05 041230 87.75 88.00 87.50 87.95 -0.05 1,762 22,823 +689
May05 041230 89.90 89.90 89.60 89.80 +0.10 220 8,672 +58
Jul05 041230 90.00 90.40 90.00 90.40 -0.30 37 955 -29
Sep05 041230 90.90 90.90 90.90 90.90 -0.30 0 120 +0
Total Volume and Open Interest 2,883 34,176 +178
Sugar #11(NYBOT)
Mar05 041230 9.05 9.08 8.99 9.04 -0.02 17,447 224,818 +1,082
May05 041230 9.22 9.27 9.20 9.25 -0.01 4,577 51,605 +254
Jul05 041230 9.17 9.22 9.15 9.21 unch 3,670 38,026 +954
Oct05 041230 9.12 9.16 9.11 9.15 unch 908 24,073 +96
Mar06 041230 9.03 9.04 9.02 9.04 +0.01 124 10,750 +14
Total Volume and Open Interest 26,784 355,455 +2,380
London Cocoa(LCE)
Dec04 041214 849 852 846 848 -5 7,929 11,468 -3,699
Mar05 041231 840 845 835 844 +3 3,098 66,131 +564
May05 041231 853 856 845 852 +1 595 22,453 +57
Jul05 041231 868 870 863 868 -1 298 23,504 -72
Sep05 041231 883 888 882 884 -3 9,280 47,958 +230
Dec05 041231 878 879 878 879 -2 337 35,341 -126
Mar06 041231 886 889 886 889 +1 83 12,760 +55
Total Volume and Open Interest 13,700 210,329 +717
London Coffee(LCE)
Jan05 041231 709.00 740.00 708.00 737.00 +7.00 5,824 7,686 -4,593
Mar05 041231 749.00 759.00 747.00 759.00 -8.00 6,643 64,890 +3,048
May05 041231 770.00 781.00 770.00 780.00 -10.00 2,183 43,787 +554
Jul05 041231 794.00 800.00 790.00 800.00 -9.00 217 14,412 -49
Sep05 041231 811.00 819.00 808.00 819.00 -8.00 234 8,341 +118
Nov05 041231 833.00 836.00 833.00 836.00 -9.00 7 2,918 -7
Total Volume and Open Interest 15,108 143,356 -929
London Sugar(LCE)
Dec04 041115 234.00 240.30 234.00 240.00 +6.00 2,517 2,553 -675
Mar05 041231 257.80 259.50 257.80 259.30 +0.50 2,974 24,614 -138
May05 041231 268.50 268.80 268.20 268.80 +0.80 516 14,260 -44
Aug05 041231 268.30 268.40 268.30 268.40 +0.80 368 6,889 +24
Oct05 041231 268.40 268.40 268.40 268.40 +0.80 115 3,822 -47
Total Volume and Open Interest 3,973 52,846 -205
Cotton(NYBOT)
Mar05 041230 43.40 44.95 43.00 44.77 +0.76 9,573 52,607 -1,085
May05 041230 43.70 45.40 43.70 45.19 +0.81 1,196 10,654 +116
Jul05 041230 44.70 46.40 44.70 46.30 +0.95 899 10,753 -44
Oct05 041230 46.50 47.48 46.50 47.48 -0.07 1 273 -1
Dec05 041230 47.50 48.50 47.50 48.46 +0.46 294 6,641 +0
Mar06 041230 50.45 50.45 50.45 50.45 +0.43 72 972 +39
Total Volume and Open Interest 12,035 82,475 -975
Lumber(CME)
Jan05 041230 354.2 356.9 352.4 356.4 +2.9 513 1,752 -59
Mar05 041230 361.4 361.5 357.0 359.4 +1.2 385 1,549 +17
May05 041230 357.6 358.6 352.0 352.5 -4.3 108 466 +32
Jul05 041230 355.1 355.1 355.1 355.1 -1.1 12 89 +1
Total Volume and Open Interest 1,022 3,868 -7
Crude Oil(NYM)
Feb05 041230 42.75 43.59 42.62 43.45 -0.19 84,045 166,770 -3,435
Mar05 041230 43.10 43.80 42.80 43.63 -0.17 33,732 83,713 +3,283
Apr05 041230 43.05 43.65 42.95 43.57 -0.17 7,595 41,810 +2,032
May05 041230 43.00 43.32 42.90 43.32 -0.19 2,605 23,399 +541
Jun05 041230 42.60 43.05 42.28 43.05 -0.21 5,078 34,951 -418
Jul05 041230 42.60 42.79 42.60 42.79 -0.22 698 19,208 +491
Aug05 041230 42.55 42.55 42.55 42.55 -0.22 47 11,473 +30
Sep05 041230 41.80 42.32 41.80 42.32 -0.22 377 13,975 +237
Oct05 041230 41.50 42.10 41.50 42.10 -0.22 0 6,839 +0
Nov05 041230 41.90 41.90 41.90 41.90 -0.22 25 13,956 +25
Dec05 041230 41.10 41.71 41.10 41.71 -0.22 3,043 52,226 -589
Jan06 041230 41.47 41.47 41.47 41.47 -0.22 87 9,410 +78
Feb06 041230 41.24 41.24 41.24 41.24 -0.22 100 4,956 +0
Mar06 041230 41.03 41.03 41.03 41.03 -0.22 125 9,173 -25
Apr06 041230 40.87 40.87 40.87 40.87 -0.22 0 4,902 +0
May06 041230 40.72 40.72 40.72 40.72 -0.22 201 2,395 +101
Total Volume and Open Interest 141,728 658,783 +2,325
Heating Oil(NYM)
Jan05 041230 123.75 125.70 122.00 122.97 -4.77 24,959 7,818 -7,595
Feb05 041230 124.80 126.50 123.75 125.26 -2.57 29,182 59,411 +2,505
Mar05 041230 122.50 123.60 122.00 123.06 -2.07 6,953 29,184 +679
Apr05 041230 117.00 118.00 117.00 117.56 -1.77 1,889 13,846 -382
May05 041230 114.00 114.90 114.00 114.51 -1.42 799 6,554 +34
Jun05 041230 111.00 113.95 111.00 112.76 -1.32 721 9,142 -217
Jul05 041230 112.00 112.51 112.00 112.51 -1.22 155 5,839 +139
Aug05 041230 113.00 113.00 112.50 112.81 -1.17 130 3,145 +116
Sep05 041230 114.50 114.50 113.56 113.56 -1.12 4 4,171 +4
Oct05 041230 114.50 114.50 114.41 114.41 -1.12 2 706 +4
Nov05 041230 114.38 115.26 114.38 115.26 -1.12 14 1,061 +12
Dec05 041230 115.23 116.25 115.23 116.11 -1.12 884 8,676 +507
Total Volume and Open Interest 66,002 155,207 -3,925
Unleaded Gas(NYM)
Jan05 041230 107.25 111.30 107.25 108.87 +0.44 16,578 6,969 -5,746
Feb05 041230 111.00 114.00 110.50 113.29 +1.28 22,003 60,550 +2,462
Mar05 041230 112.50 116.00 112.50 115.38 +0.77 5,174 21,518 +1,204
Apr05 041230 122.30 123.50 121.00 123.08 +0.67 2,512 21,774 -128
May05 041230 123.10 123.68 121.80 123.68 +0.57 1,335 22,659 +245
Jun05 041230 121.00 123.53 121.00 123.53 +0.47 587 9,154 +318
Jul05 041230 122.53 122.53 122.53 122.53 +0.42 28 3,971 +14
Aug05 041230 120.68 120.68 120.68 120.68 +0.42 356 5,035 +352
Sep05 041230 117.00 118.13 117.00 118.13 +0.37 341 7,141 +219
Oct05 041230 114.68 114.68 114.68 114.68 +0.37 51 2,988 +50
Nov05 041230 113.13 113.13 113.13 113.13 +0.32 2 161 +2
Dec05 041230 112.33 112.33 112.33 112.33 +0.27 100 1,654 +0
Total Volume and Open Interest 49,067 163,574 -1,008
Natural Gas(NYM)
Feb05 041230 6.300 6.405 6.100 6.149 -0.253 14,203 64,283 +1,177
Mar05 041230 6.350 6.440 6.170 6.195 -0.250 5,958 44,244 -1,173
Apr05 041230 6.160 6.210 6.060 6.065 -0.150 2,841 25,748 +67
May05 041230 6.180 6.210 6.090 6.090 -0.135 1,256 22,658 -462
Jun05 041230 6.230 6.280 6.130 6.130 -0.135 594 13,488 +81
Jul05 041230 6.260 6.330 6.180 6.180 -0.132 1,000 16,640 +476
Aug05 041230 6.300 6.320 6.190 6.205 -0.132 296 12,252 +16
Sep05 041230 6.280 6.310 6.180 6.180 -0.132 271 11,656 +12
Oct05 041230 6.310 6.340 6.210 6.210 -0.132 1,635 23,097 -556
Nov05 041230 6.650 6.670 6.550 6.550 -0.122 378 11,032 +37
Dec05 041230 6.950 7.000 6.880 6.880 -0.122 1,050 18,204 +323
Jan06 041230 7.190 7.220 7.100 7.100 -0.117 133 16,173 +45
Feb06 041230 7.180 7.180 7.080 7.085 -0.117 72 9,606 -13
Mar06 041230 6.970 6.970 6.870 6.870 -0.112 273 11,942 +176
Apr06 041230 5.960 5.960 5.960 5.960 -0.087 119 9,809 +60
May06 041230 5.890 5.890 5.820 5.820 -0.087 304 7,698 +155
Total Volume and Open Interest 32,871 385,693 -183
US Dollar Index(NYBOT)
Mar05 041231 80.52 81.20 80.52 81.00 +0.40 3,566 24,413 -1,482
Jun05 041231 80.78 81.10 80.78 81.04 +0.40 4 2,034 +3
Sep05 041231 81.07 81.07 81.07 81.07 +0.40 0 35 +0
Total Volume and Open Interest 3,570 26,495 -1,479
Australian Dollar(CME)
Mar05 041231 77.60 78.04 77.43 77.90 +0.34 1,443 61,488 +773
Jun05 041231 77.24 77.24 77.24 77.24 +0.24 1 337 -1
Sep05 041231 76.62 76.62 76.62 76.62 +0.14 0 312 +0
Total Volume and Open Interest 1,444 62,247 +772
British Pound(CME)
Mar05 041231 192.44 192.44 190.60 190.71 -0.96 2,272 79,448 +2,019
Jun05 041231 189.81 189.81 189.81 189.81 -0.96 3 21 +4
Sep05 041231 188.91 188.91 188.91 188.91 -0.96 0 11 +0
Total Volume and Open Interest 2,275 79,491 +2,023
Canadian Dollar(CME)
Mar05 041231 83.01 83.52 82.95 83.22 +0.17 3,613 64,470 +974
Jun05 041231 83.50 83.50 83.28 83.28 +0.17 312 2,906 +106
Sep05 041231 83.38 83.38 83.38 83.38 +0.17 48 762 +6
Dec05 041231 83.50 83.50 83.50 83.50 +0.17 76 501 -5
Total Volume and Open Interest 4,049 68,659 +1,081
Japanese Yen(CME)
Mar05 041231 98.11 98.25 97.55 97.97 +0.45 5,002 132,523 +5,919
Jun05 041231 98.85 98.85 98.60 98.65 +0.45 11 20,066 -128
Sep05 041231 99.45 99.45 99.45 99.45 +0.45 0 81 +0
Total Volume and Open Interest 5,013 152,716 +5,791
Swiss Franc(CME)
Mar05 041231 88.71 88.79 87.70 87.96 -0.80 3,208 61,162 +1,936
Jun05 041231 89.19 89.19 88.23 88.39 -0.80 0 113 +0
Sep05 041231 88.85 88.85 88.85 88.85 -0.80 0 3 +0
Total Volume and Open Interest 3,208 61,341 +1,936
EuroFX(CME)
Mar05 041231 136.45 136.51 135.20 135.58 -1.01 6,912 145,213 -1,261
Jun05 041231 136.53 136.53 135.65 135.80 -1.01 71 1,404 -205
Sep05 041231 136.11 136.11 136.11 136.11 -1.01 20 335 +20
Total Volume and Open Interest 7,005 147,968 -1,444
Mexican Peso(CME)
Dec04 041213 8815.0 8850.0 8815.0 8835.0 +17.0 7,736 40,533 -1,070
Mar05 041231 8838.0 8870.0 8833.0 8858.0 +26.0 6,764 85,628 +2,386
Total Volume and Open Interest 6,832 87,294 +2,342
30-Year T-Bonds(CBOT)
Mar05 041231 111~27 112~20 111~24 112~16 +0~24 89,571 571,337 +7,673
Jun05 041231 111~08 111~22 111~08 111~21 +0~24 147 13,295 +62
Sep05 041231 110~25 110~29 110~25 110~29 +0~24 0 192 +0
Total Volume and Open Interest 89,718 584,834 +7,735
Municipal Bonds(CBOT)
Mar05 041231 103~27 104~02 103~27 104~00 +0~11 81 1,609 -1
Total Volume and Open Interest 81 1,609 -1
10-Year T-Notes(CBOT)
Mar05 041231 111~225 112~000 111~205 111~300 +0~085 241,243 1,591,404 +4,675
Jun05 041231 110~310 111~020 110~290 111~015 +0~085 267 18,349 +91
Total Volume and Open Interest 241,520 1,610,426 +4,766
5-Year T-Notes(CBOT)
Mar05 041231 109~165 109~175 109~130 109~170 +0~045 127,337 0 +0
Jun05 041231 109~020 109~020 109~020 109~020 +0~050      
Total Volume and Open Interest 127,337    
2 Year T-Notes(CBOT)
Mar05 041231 104~099 104~103 104~096 104~102 +0~010 2,343 245,936 +6,468
Total Volume and Open Interest 2,952 251,790 +1,729
Eurodollars(CME)
Mar05 041231 97.090 97.105 97.085 97.095 +0.005 20,644 1,047,941 -11,366
Jun05 041231 96.810 96.840 96.800 96.825 +0.030 21,135 1,083,541 -5,775
Sep05 041231 96.590 96.625 96.580 96.610 +0.035 14,908 948,564 +2,845
Dec05 041231 96.415 96.465 96.410 96.440 +0.035 14,490 745,469 -1,831
Mar06 041231 96.310 96.345 96.300 96.325 +0.035 10,105 581,873 -1,864
Jun06 041231 96.205 96.240 96.200 96.225 +0.030 8,704 397,354 +2,957
Sep06 041231 96.120 96.140 96.110 96.130 +0.020 9,158 301,150 +1,044
Dec06 041231 96.025 96.040 96.015 96.035 +0.030 17,236 253,445 -680
Mar07 041231 95.950 95.960 95.940 95.955 +0.030 4,725 183,432 +1,175
Jun07 041231 95.865 95.875 95.850 95.870 +0.030 6,885 159,915 +3,509
Sep07 041231 95.780 95.785 95.770 95.785 +0.035 5,141 123,690 +1,397
Dec07 041231 95.680 95.690 95.670 95.690 +0.040 7,524 129,705 +81
Total Volume and Open Interest 160,176 6,655,586 -29
3-Mth Euro-Yen(CME)
Dec04 041213 99.92 99.92 99.92 99.92 unch 577 18,247 -1,645
Mar05 041230 99.91 99.91 99.91 99.91 +0.01 0 52,181 +45
Jun05 041230 99.89 99.89 99.89 99.89 unch 71 32,926 -525
Sep05 041230 99.86 99.86 99.86 99.86 unch 0 7,255 -1
Dec05 041230 99.82 99.82 99.82 99.82 unch 0 5,396 +0
Mar06 041230 99.75 99.75 99.75 99.75 unch 0 7,053 +0
Jun06 041230 99.66 99.66 99.66 99.66 -0.01 0 3,722 +0
Sep06 041230 99.57 99.57 99.57 99.57 -0.02 0 2,099 +0
Dec06 041230 99.49 99.49 99.49 99.49 unch 0 411 +0
Mar07 041230 99.36 99.36 99.36 99.36 unch 0 1 +0
Total Volume and Open Interest 71 112,087 -481
3-Mth Euro-Yen(SIMEX)
Mar05 041231 99.90 99.90 99.90 99.90 unch 482 100,919 +196
Jun05 041231 99.89 99.89 99.89 99.89 unch 597 92,035 -744
Sep05 041231 99.86 99.86 99.86 99.86 unch 433 43,909 +216
Dec05 041231 99.82 99.82 99.81 99.81 unch 12 35,584 -1
Mar06 041231 99.74 99.74 99.74 99.74 unch 45 27,533 +25
Jun06 041231 99.65 99.65 99.65 99.65 -0.01 2 13,078 +0
Sep06 041231 99.57 99.57 99.57 99.57 unch 75 6,930 +5
Dec06 041231 99.46 99.46 99.46 99.46 -0.01 0 6,793 +0
Total Volume and Open Interest 1,646 333,831 -303
German Euro-Bund(EUREX)
Mar05 041230 0.00 0.00 0.00 0.00 -118.15 367,829 0 -1,181,250
Jun05 041230 0.00 0.00 0.00 0.00 -117.25 696 0 -749
Sep05 041229 116.90 116.90 116.90 116.90 -0.32      
Total Volume and Open Interest 269,125 1,181,999 -12,734
German Euro-Bobl(EUREX)
Mar05 041230 0.00 0.00 0.00 0.00 -112.53 246,101 0 -768,366
Jun05 041230 0.00 0.00 0.00 0.00 -111.68 230 0 -457
Sep05 041229 111.53 111.53 111.53 111.53 -0.14      
Total Volume and Open Interest 186,384 768,823 -13,462
Long Gilt(LIFFE)
Mar05 041231 111~06 111~21 111~06 111~18 +0~11 29,340 191,898 -4,719
Jun05 041231 111~12 111~12 111~12 111~12 +0~11      
Total Volume and Open Interest 29,340 191,898 -20,206
3-Mth Short Sterling(LIFFE)
Mar05 041231 95.13 95.15 95.11 95.14 +0.02 14,133 247,425 +2,017
Jun05 041231 95.21 95.24 95.20 95.24 +0.03 11,226 249,088 -332
Sep05 041231 95.23 95.27 95.23 95.26 +0.03 15,457 242,984 -760
Total Volume and Open Interest 77,993 1,262,532 -4,473
3-Mth Euribor(LIFFE)
Mar05 041231 97.790 97.795 97.785 97.795 +97.795 55,760 519,530 +519,530
Jun05 041231 97.665 97.665 97.635 97.660 +97.660 38,682 562,677 +562,677
Sep05 041231 97.530 97.530 97.490 97.520 +97.520 40,177 383,901 +383,901
Total Volume and Open Interest 246,379 2,674,228 +2,674,228
3-Mth Aus T-Bills(SFE)
Mar05 041231 94.62 94.62 94.61 94.62 +0.01 7,517 260,132 -10,527
Jun05 041231 94.60 94.61 94.59 94.60 +0.01 14,869 143,097 -4,924
Sep05 041231 94.58 94.59 94.57 94.58 +0.01 1,774 43,842 +939
Dec05 041231 94.55 94.55 94.55 94.55 +0.02 592 22,832 +10
Mar06 041231 94.50 94.51 94.50 94.51 +0.03 200 15,267 +112
Jun06 041231 94.45 94.45 94.45 94.45 +0.02 10 10,620 -40
Sep06 041231 94.41 94.41 94.40 94.40 +0.01 19 6,905 +0
Dec06 041231 94.35 94.35 94.35 94.35 +0.01 0 3,117 -10
Mar07 041231 94.30 94.30 94.30 94.30 +0.02 0 1,863 +0
Jun07 041231 94.25 94.25 94.25 94.25 +0.02 10 1,419 +10
Total Volume and Open Interest 24,991 511,157 -14,430
10-Year Aus T-Bonds(SFE)
Mar05 041231 94.66 94.67 94.64 94.65 +0.02 7,758 249,647 -2,930
Jun05 041231 94.65 94.65 94.65 94.65 +0.02      
Total Volume and Open Interest 7,758 249,647 -2,930
3-Year Aus T-Bonds(SFE)
Mar05 041231 94.86 94.86 94.83 94.85 +0.02 35,593 386,175 -8,675
Jun05 041231 94.85 94.85 94.85 94.85 +0.02      
Total Volume and Open Interest 35,593 386,175 -8,675
Gold(CMX)
Feb05 041230 436.2 439.8 434.7 438.4 +1.4 67,906 226,150 -5,166
Apr05 041230 439.0 442.2 437.0 440.5 +1.4 4,855 21,252 +1,676
Jun05 041230 440.2 444.5 439.0 442.9 +1.4 898 29,075 -59
Aug05 041230 439.5 445.3 439.5 445.3 +1.4 40 7,768 +9
Oct05 041230 447.8 447.8 447.8 447.8 +1.4 1 3,789 -1
Dec05 041230 448.0 452.0 448.0 450.4 +1.4 483 18,862 +78
Feb06 041230 453.1 453.1 453.1 453.1 +1.4 0 673 +0
Apr06 041230 455.8 455.8 455.8 455.8 +1.4 0 631 +0
Jun06 041230 458.6 458.6 458.6 458.6 +1.4 4 8,513 -3
Aug06 041230 461.4 461.4 461.4 461.4 +1.4 0 170 +0
Oct06 041230 464.3 464.3 464.3 464.3 +1.4 0 6 +0
Dec06 041230 465.0 467.2 465.0 467.2 +1.4 19 4,948 +0
Total Volume and Open Interest 74,218 327,260 -3,705
Silver(CMX)
Mar05 041230 683.5 688.5 680.0 683.7 +1.0 13,225 74,066 +458
May05 041230 688.0 692.0 683.0 687.2 +1.0 976 7,380 +298
Jul05 041230 693.0 693.0 690.0 690.2 +1.0 1,007 4,324 +827
Sep05 041230 693.5 693.5 693.5 693.5 +1.0 0 513 +0
Dec05 041230 705.0 705.0 697.2 697.2 +1.0 126 10,060 +92
Mar06 041230 700.7 700.7 700.7 700.7 +1.0 100 609 +100
May06 041230 703.3 703.3 703.3 703.3 +1.0      
Total Volume and Open Interest 15,662 101,101 +1,835
Platinum(NYM)
Jan05 041230 860.0 866.6 860.0 863.7 +1.2 628 570 -413
Apr05 041230 863.0 863.0 856.2 859.7 -0.3 907 5,680 +341
Jul05 041230 856.7 856.7 856.7 856.7 -0.3 3 8 +3
Total Volume and Open Interest 1,538 6,258 -69
Palladium(NYME)
Mar05 041230 187.50 187.50 182.00 185.25 -0.40 172 12,181 +47
Jun05 041230 189.00 189.00 187.50 187.50 -0.15 7 436 +2
Sep05 041230 190.65 190.65 190.50 190.50 -0.15 0 18 +0
Total Volume and Open Interest 181 12,682 +51
Copper(CMX)
Mar05 041230 144.60 145.50 144.00 145.25 +0.75 7,894 62,100 +739
May05 041230 141.10 141.60 140.70 141.60 +0.95 378 6,640 +118
Jul05 041230 136.70 138.00 136.70 138.00 +1.25 68 5,223 -37
Sep05 041230 134.40 134.40 134.40 134.40 +1.80 53 3,645 +27
Dec05 041230 129.30 129.30 129.30 129.30 +2.15 6 2,773 -2
Total Volume and Open Interest 11,487 93,004 -226
DJIA Index(CBOT)
Dec04 041216 10688 10725 10670 10715 +26 5,671 29,236 +1,260
Mar05 041231 10816 10840 10765 10768 -30 2,614 49,173 -313
Jun05 041231 10860 10860 10796 10796 -31 1 31 +0
Total Volume and Open Interest 2,615 49,205 -313
S & P 500(CME)
Mar05 041231 1216.20 1219.70 1211.00 1213.70 -1.00 23,580 659,300 +828
Jun05 041231 1219.50 1223.00 1215.00 1217.70 -1.00 425 10,845 +212
Sep05 041231 1222.20 1222.20 1222.20 1222.20 -1.00 1,462 2,708 -82
Dec05 041231 1227.20 1227.20 1227.20 1227.20 -1.00 1,455 1,371 +1,099
Total Volume and Open Interest 26,922 674,358 +2,057
S & P 500 E-Mini(Globex)
Mar05 041231 1214.75 1219.75 1210.75 1213.75 -1.00 210,317 748,094 +5,872
Jun05 041231 1218.75 1223.00 1214.00 1217.75 -1.00 119 3,274 +7
Total Volume and Open Interest 210,436 751,368 +5,879
NASDAQ 100(CME)
Mar05 041231 1633.00 1637.00 1622.00 1628.50 +0.50 2,735 64,976 -39
Jun05 041231 1639.00 1639.00 1639.00 1639.00 +0.50 0 6 +0
Sep05 041231 1649.50 1649.50 1649.50 1649.50 +0.50      
Total Volume and Open Interest 2,735 64,982 -39
NASDAQ 100 E-Mini(GLOBEX)
Mar05 041231 1628.5 1636.5 1620.5 1628.5 +1628.5 73,636 270,278 +270,278
Jun05 041231 1639.0 1639.0 1639.0 1639.0 +1639.0 2 48 +48
Total Volume and Open Interest 73,638 270,326 +270,326
S & P Midcap 400(CME)
Mar05 041231 9.64 12.24 7.14 9.99 +1.85 353 12,902 -56
Jun05 041231 9.99 9.99 9.99 9.99 +1.85      
Sep05 041231 9.99 9.99 9.99 9.99 +1.85      
Total Volume and Open Interest 353 12,902 -56
Russell 2000(CME)
Mar05 041231 654.25 3.15 651.55 653.95 +0.45 563 20,382 -169
Jun05 041231 653.95 653.95 653.95 653.95 +0.45      
Sep05 041231 653.95 653.95 653.95 653.95 +0.45      
Total Volume and Open Interest 563 20,382 -169
Value Line(KCBT)
Mar05 041231 1800.10 1800.10 1799.00 1799.00 unch 3 39 +1
Total Volume and Open Interest 3 39 +1
Nikkei 225(CME)
Mar05 041231 11500 11580 11475 11510 +60 0 199 +199
Jun05 041231 11500 11500 11500 11500 +60      
Total Volume and Open Interest 0 199 +199
Nikkei 225(SIMEX)
Mar05 041230 11485 11505 11470 11490 +25 6,184 188,337 +3,451
Jun05 041230 11440 11440 11440 11440 +25 1 4 +1
Sep05 041230 11435 11435 11435 11435 +25      
Total Volume and Open Interest 6,185 188,341 +3,452
CAC 40(MATIF)
Dec04 041217 3812.5 3816.5 3746.5 3746.8 -65.7 116,685 388,402 -204,174
Jan05 041231 3821.0 3824.5 3811.5 3816.0 -14.0 16,515 316,032 +904
Feb05 041231 3826.0 3830.0 3818.0 3822.0 -14.0 207 712 +204
Total Volume and Open Interest 17,278 418,322 +1,009
DAX Index(EUREX)
Mar05 041230 4280.5 4283.0 4272.0 4272.0 -2.5 44,248 187,058 +1,876
Jun05 041230 4301.5 4306.0 4296.0 4296.0 -2.5 285 2,969 -143
Sep05 041230 4325.0 4330.0 4322.0 4322.0 -2.5 50 309 +29
Total Volume and Open Interest 44,583 190,336 +1,762
FT-SE 100(LIFFE)
Mar05 041231 4817.00 4819.50 4794.00 4797.50 -15.00 17,262 443,684 -1,765
Jun05 041231 4813.50 4813.50 4813.50 4813.50 -15.00 0 17,007 +0
Sep05 041231 4827.50 4827.50 4827.50 4827.50 -15.00 0 3,555 +0
Total Volume and Open Interest 17,262 464,276 -1,765
SPI 200(SFE)
Dec04 041216 3959.0 3971.0 3953.0 3971.0 +27.0 37,390 128,529 -38,259
Mar05 041231 4062.0 4063.0 4053.0 4056.0 -2.0 5,843 153,636 -2,782
Jun05 041231 4075.0 4076.0 4068.0 4070.0 -1.0 286 3,116 -14
Total Volume and Open Interest 6,129 162,483 -2,834
GSCI(CME)
Jan05 041230 307.80 311.15 307.80 311.15 -0.10 442 18,218 +6
Feb05 041230 311.20 311.20 311.20 311.20 +0.20      
Mar05 041230 308.30 310.00 308.30 310.00 +0.50 0 2 +0
Total Volume and Open Interest 442 18,220 +6
Reuters CRB Index(NYBOT)
Jan05 041230 283.50 285.15 282.75 285.15 +0.75 22 225 +1
Feb05 041230 282.25 283.95 282.25 283.95 +0.30 7 125 +1
Apr05 041230 283.00 284.20 283.00 284.20 +0.05 4 119 +0
Total Volume and Open Interest 33 576 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

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